Detecting Structural Changes Using Genetic Programming with an Application to the Greater-China Stock Markets

by TSE, Yiu Kuen, Zhang, Xibin, Chan, Wai-Sum
Published 2000

Functional Form and Spatial Dependence in Dynamic Panels

by YANG, Zhenlin, LI, Chen Wei, TSE, Yiu Kuen
Published 2006

A Small-Sample Overlapping Variance-Ratio Test

by TSE, Yiu Kuen, NG, K. W., ZHANG, Xibin
Published 2004

Open vs Sealed Bid Auctions: Testing for Revenue Equivalence under Singapore's Vehicle Quota System

by MARIANO, Roberto S., KOH, Winston T. H., TSE, Yiu Kuen
Published 2007

A hybrid equity release plan for retirement financing

by KWONG, Koon Shing, TSE, Yiu Kuen, CHAY, Junxing
Published 2021

The exchange rate system reform in China: Some important results

by YIP, Paul S. L., TSE, Yiu Kuen, DONG, Yingjie
Published 2022

Enhancing Singapore’s pension scheme: A blueprint for further flexibility

by KWONG, Koon Shing, TSE, Yiu Kuen, CHAN, Wai Sum
Published 2017

Evaluating the Hedging Performance of the Constant-Correlation GARCH Model

by TSE, Yiu Kuen, Lien, Donald, Tsui, Albert K. C.
Published 2002

Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore

by CHU, Sing-Fat, KOH, Winston T. H., TSE, Yiu Kuen
Published 2004

No-Cointegration Test Based on Fractional Differencing: Some Monte Carlo Results

by TSE, Yiu Kuen, Anh, V. V., Tieng, Q. M.
Published 1999

Maximum Likelihood Estimation of the Fractional Differencing Parameter in an Arfima Model Using Wavelets

by TSE, Yiu Kuen, Anh, V. V., Tieng, Q. M.
Published 2002

Expectations Formation and Forecasting of Vehicle Demand: An Empirical Study of the Vehicle Quota Auctions in Singapore

by CHU, Sing-Fat, KOH, Winston T. H., TSE, Yiu Kuen
Published 2004

Effects of Electronic Trading on the Hang Seng Index Futures Market

by FUNG, Joseph, LIEN, Donald, TSE, Yiuman, TSE, Yiu Kuen
Published 2003

Cointegration of Stochastic Multifractals with Application to Foreign Exchange Rates

by TSE, Yiu Kuen, Anh, V. V., Tieng, Q. M.
Published 2000

Using high-frequency transaction data to estimate the probability of informed trading

by TAY, Anthony S., TING, Christopher, TSE, Yiu Kuen, WARACHKA, Mitchell
Published 2009

The impact of transaction duration, volume and direction on price dynamics and volatility

by TAY, Anthony S., TING, Christopher, TSE, Yiu Kuen, WARACHKA, Mitchell
Published 2011

An Improved Test for Statistical Arbitrage

by JARROW, Robert, TEO, Melvyn, TSE, Yiu Kuen, WARACHKA, Mitch
Published 2012

Improving money's worth ratio calculations: The case of Singapore's pension annuities

by FONG, Joelle H. Y., LEMAIRE, Jean, TSE, Yiu Kuen
Published 2014

Modeling transaction data of trade direction and estimation of probability of informed trading

by TAY, Anthony S., TING, Christopher, TSE, Yiu Kuen, WARACHKA, Mitch
Published 2007

Transaction-data analysis of marked durations and their implications for market microstructure

by TAY, Anthony S., TING, Christopher, TSE, Yiu Kuen, Warachka, Mitchell
Published 2004